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Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
In: Resources Policy.
RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160.

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  23. Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium. (2020). Tsiaras, Konstantinos.
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  14. On the stationarity of Dynamic Conditional Correlation models. (2016). Malongo, Hassan ; Fermanian, Jean-David.
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  22. Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix). (2015). Sanhaji, Bilel ; PEGUIN-FEISSOLLE, Anne.
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  23. Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe.
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  24. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., .
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  25. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Awartani, Basel ; Maghyereh, Aktham I. ; Al Hilu, Khalil .
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  28. Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo .
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  29. Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P..
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  30. Assessing the link between price and financial stability. (2015). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
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  32. Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix). (2015). Sanhaji, Bilel ; PEGUIN-FEISSOLLE, Anne.
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  33. How smooth is the stock market integration of CEE-3?. (2014). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
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  34. A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian.
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  36. Emerging markets in the global economic network: Real(ly) decoupling?. (2014). Trancoso, Tiago.
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  37. A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
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  38. Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey. (2014). Sobaci, Cihat ; Sensoy, Ahmet ; Åžensoy, Ahmet.
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  39. Dynamic relationship between Turkey and European countries during the global financial crisis. (2014). Soytas, Ugur ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Yildirim, Irem .
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  40. Modeling conditional covariance for mixed-asset portfolios. (2014). Zhou, Jian.
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  41. Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations. (2014). Galeano, Pedro ; de la Fuente, Cristina Garcia ; Wiper, Michael P..
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  42. The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Ruiz, Esther ; Fresoli, Diego .
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  43. A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian.
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  44. Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Quaedvlieg, Rogier ; Laurent, Sébastien ; Boudt, Kris ; Lunde, Asger.
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  45. Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (2013). Lucas, Andre ; Blasques, Francisco ; Silde, Erkki .
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  46. Ten Things you should know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano.
    In: Tinbergen Institute Discussion Papers.
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  47. Ten Things you should know about DCC. (2013). McAleer, Michael ; Caporin, Massimiliano.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130048.

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  48. Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia .
    In: MPRA Paper.
    RePEc:pra:mprapa:50940.

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  49. Dynamic relationship between precious metals. (2013). Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511.

    Full description at Econpapers || Download paper

  50. On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David.
    In: Working Papers.
    RePEc:crs:wpaper:2013-26.

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